标题:Optimal Markov jump linear filter for discrete-time jumping parameter systems with multi-channel observation delays and packet losses
作者:Han, Chunyan ;Wang, Wei
作者机构:[Han, Chunyan ] School of Electrical Engineering, University of Jinan, Jinan; 250022, China;[Wang, Wei ] School of Control Science and Engineering, Sh 更多
会议名称:36th Chinese Control Conference, CCC 2017
会议日期:26 July 2017 through 28 July 2017
来源:Chinese Control Conference, CCC
出版年:2017
页码:5344-5349
DOI:10.23919/ChiCC.2017.8028202
关键词:Jumping parameter system; Markov jump linear filter; Multi-channel; Observation delay; Packet loss
摘要:This paper is concerned with the optimal Markov jump linear filter problem for Markov jumping parameter system with multi-channel observation delays and packet losses, where the jumping parameters are assumed to be known up to the present time. Firstly, by defining an equivalent delay-free observation sequence, the optimal jumping filter problem is transformed into the one of delay-free system which is just with jumping parameters and multi-channel multiplicative noises. Then an optimal Markov jump linear filter is presented based on the mean squared method, in which the filter gains are determined by solving a set of generalized coupled Riccati equations based on a set of coupled Lyapunov equations. And the Riccati equations developed in this paper are not only relevant to the transition probability of the jumping parameters but also concerned with the probability of the packet losses. This is the main difference btween the result proposed in this paper and our previous works. © 2017 Technical Committee on Control Theory, CAA.
收录类别:EI;SCOPUS
资源类型:会议论文;期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85032221924&doi=10.23919%2fChiCC.2017.8028202&partnerID=40&md5=235d7606afe6b2f9f8130d958bd79f06
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